Figured out that I had to move
Set wbNew = Workbooks.Add 'adds blank workbook
        wb.Activate
into the For loop,
add
Dim ws As Excel.Worksheet
and replace
wb.ActiveSheet.Rows(r).Copy wbNew.Sheets(1).Rows(1)
with
ws.Rows(r).Copy wbNew.Sheets(1).Rows(1)